Almost sure contraction for diffusions on <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" display="inline" id="d1e20" altimg="si4.svg"><mml:msup><mml:mrow><mml:mi mathvariant="double-struck">R</mml:mi></mml:mrow><mml:mrow><mml:mi>d</mml:mi></mml:mrow></mml:msup></mml:math>. Application to generalized Langevin diffusions-Reference-Cited by-同舟云学术

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Almost sure contraction for diffusions on Rd. Application to generalized Langevin diffusions

Published:2023-07 Issue: Volume:161 Page:316-349
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Monmarché Pierre^ORCID

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference44 articles.

1. Large-time behavior in non-symmetric fokker-Planck equations;Achleitner;Riv. Math. Univ. Parma (N.S.),2015

2. Studies in molecular dynamics. I. General method;Alder;J. Chem. Phys.,1959

3. On Sobolev and logarithmic Sobolev inequalities for Markov semigroups;Bakry,1997

4. Hypercontractivité de semi-groupes de diffusion;Bakry;R. Acad. Sci., Paris I,1984

5. Analysis and geometry of Markov diffusion operators;Bakry,2014

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1. Kinetic Langevin MCMC sampling without gradient Lipschitz continuity - the strongly convex case;Journal of Complexity;2024-12

2. Contraction and Convergence Rates for Discretized Kinetic Langevin Dynamics;SIAM Journal on Numerical Analysis;2024-05-22

3. An entropic approach for Hamiltonian Monte Carlo: The idealized case;The Annals of Applied Probability;2024-04-01

4. Wasserstein contraction for the stochastic Morris-Lecar neuron model;Kinetic and Related Models;2024

5. Wasserstein contraction and Poincaré inequalities for elliptic diffusions with high diffusivity;Annales Henri Lebesgue;2023-12-12

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